Legions of the Undead for the Atari Jaguar - a zombie-killin' first person RPG using the Alien vs. Predator engine? Sign me up!
T-Mek for the Jaguar. I'm tired of having only the 32X version to play, especially considering that device's flakiness along with that version's slowdown problems.
Dead Rush for the PS2/GC/Xbox/GBA. Activision killed this one off after putting out a good trailer that really got me interested. I love vehicular combat games, and this one is a car-based zombie killing game that looked seriously promising. But I guess Activision wasn't doing well financially, so they cancelled it stating that they couldn't see it selling as big as Halo, so why bother.
I've got loads more, I just can't think of them off the top of my head this morning.